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timeSeries (version 3010.97)

Rmetrics - Financial Time Series Objects

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('timeSeries')

Monthly Downloads

28,646

Version

3010.97

License

GPL (>= 2)

Maintainer

Yohan Chalabi

Last Published

May 1st, 2013

Functions in timeSeries (3010.97)

rev

Reversion of a 'timeSeries'
aggregate-methods

timeSeries Class, Functions and Methods
is.timeSeries

timeSeries Class, Coercion and Transformation
durations

Durations from a Time Series
scale

scale
rowCum

Cumulated Column Statistics
t

timeSeries Transpose
filter

Linear Filtering on a Time Series
bind

Bind two timeSeries objects
cumulated

Cumulated Time Series from Returns
turns

Turning Points of a Time Series
window

window
orderColnames

Reorder Column Names of a Time Series
periodical

periodical
sample

sample
merge

merge
timeSeries-deprecated

Deprecated functions in timeSeries package
TimeSeriesData

Time Series Data Sets
rank

Sample Ranks of a Time Series
drawdowns

Calculations of Drawdowns
timeSeries-package

Utilities and Tools Package
units

Get and Set Unit Names of a 'timeSeries'
series-methods

Get and Set Data of a 'timeSeries'
rollMean

Rolling Statistics
plot-methods

Plot a Time Series
DataPart,timeSeries-method

DataPart,timeSeries-method
math

Mathematical Time Series Operations
str-methods

Object Str
base-methods

Methods for 'timeSeries' object
extract

extract
isUnivariate

Checks if a Time Series is Univariate
monthly

Special Monthly Series
print-methods

Print a Time Series
readSeries

Reads a 'timeSeries' from a File
diff

diff
na.contiguous

Find Longest Contiguous Stretch of non-NAs
spreads

Spreads and Mid Quotes
runlengths

Runlengths of a Time Series
returns

Financial Returns
colStats

Column Statistics
sort

Sorting a 'timeSeries' by Time Stamps
splits

splits
lag

Lag a Time Series
dimnames

Time Series Columns and Rows
timeSeries-method-stats

Time Series Correlations
align-methods

timeSeries Class, Functions and Methods
orderStatistics

order Statistics
model.frame

Model Frames for Time Series Objects
description

Creates Date and User Information
as

timeSeries Class, Coercion and Transformation
start

Start and End of a 'timeSeries'
isRegular

Checks if a time series is regular
SpecialDailySeries

Special Daily Time Series
time

Get and Set Time stamps of a 'timeSeries'
comment

comment for timeSeries objects
TimeSeriesSubsettings

Subsettig Time Series
na

Handling Missing Time Series Values
colCum

Cumulated Column Statistics
finCenter

Get and Set Financial Center of a 'timeSeries'
smooth

Smoothes Time Series Objects
TimeSeriesClass

timeSeries Class
apply

Apply Functions Over Time Series Periods
attach

Attach a timSeries to the search path